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On Modelling Insurance Data by Using a Generalized Lognormal Distribution || Sobre la modelización de datos de seguros usando una distribución lognormal generalizada

In this paper, a new heavy-tailed distribution is used to model data with a strong right tail, as often occurs in practical situations. The distribution proposed is derived from the lognormal distribution, by using the Marshall and Olkin procedure. Some basic properties of this new distribution are...

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Principais autores: García, Victoriano J., Gómez-Déniz, Emilio, Vázquez-Polo, Francisco J.
Format: Artigo
Sprog:Inglês
Udgivet: Universidad Pablo de Olavide 2014-12-01
Serier:Revista de Métodos Cuantitativos para la Economía y la Empresa
Fag:
heavy-tailed
insurance
lognormal distribution
loss distribution
seguros
distribución lognormal
función de pérdidas
colas pesadas
Online adgang:http://www.upo.es/RevMetCuant/pdf/vol18/art100.pdf
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